slot into curved pipe
So what you could do is:


First duplicate your curve to keep a safe copy somewhere. Now give it enough resolution, you'll have to make some tests but your mesh seems already smooth.





Convert your curve to mesh (header menu > Object > Convert To)





Select the edge where you want the slot to be, bevel with CtrlB, delete the faces, you have your slot.





Give your pipe a Solidify modifier to give it thickness, apply the modifier if your object is supposed to be printed at the end.





To have an even smoother object you need to add geometry with the Subdivision Surface modifier. As it will round the corners you need to add edge loops to sharp them. Again, apply your modifier if the object is supposed to be printed at the end.